Package: BAYSTAR 0.2-10
BAYSTAR: On Bayesian Analysis of Threshold Autoregressive Models
Fit two-regime threshold autoregressive (TAR) models by Markov chain Monte Carlo methods.
Authors:
BAYSTAR_0.2-10.tar.gz
BAYSTAR_0.2-10.zip(r-4.5)BAYSTAR_0.2-10.zip(r-4.4)BAYSTAR_0.2-10.zip(r-4.3)
BAYSTAR_0.2-10.tgz(r-4.4-any)BAYSTAR_0.2-10.tgz(r-4.3-any)
BAYSTAR_0.2-10.tar.gz(r-4.5-noble)BAYSTAR_0.2-10.tar.gz(r-4.4-noble)
BAYSTAR_0.2-10.tgz(r-4.4-emscripten)BAYSTAR_0.2-10.tgz(r-4.3-emscripten)
BAYSTAR.pdf |BAYSTAR.html✨
BAYSTAR/json (API)
# Install 'BAYSTAR' in R: |
install.packages('BAYSTAR', repos = c('https://edmhlin.r-universe.dev', 'https://cloud.r-project.org')) |
Datasets:
- unemployrate - U.S. monthly civilian unemployment rate
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 3 years agofrom:0b6d09544d. Checks:OK: 7. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 18 2024 |
R-4.5-win | OK | Nov 18 2024 |
R-4.5-linux | OK | Nov 18 2024 |
R-4.4-win | OK | Nov 18 2024 |
R-4.4-mac | OK | Nov 18 2024 |
R-4.3-win | OK | Nov 18 2024 |
R-4.3-mac | OK | Nov 18 2024 |
Exports:BAYSTARTAR.coeffTAR.lagdTAR.likTAR.sigmaTAR.simuTAR.summaryTAR.thres
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Threshold Autoregressive model: Bayesian approach | BAYSTAR |
Estimate AR coefficients | TAR.coeff |
Identification of lag order of threshold variable | TAR.lagd |
Log-likelihood function | TAR.lik |
To draw the variance of error distribution. | TAR.sigma |
Simulated data from TAR model | TAR.simu |
Calculate summary statistics for all parameters | TAR.summary |
To draw a threshold value. | TAR.thres |
U.S. monthly civilian unemployment rate | unemployrate |